Hi, Do we have an API from the FXOC (options calculator) to extract barrier options?

Hi, Do we have an API from the FXOC (options calculator) to extract barrier options?

Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    The short answer is no. It is however possible to use AdfinX Real-Time COM API to retrieve market data including volatility surface, and then use AdfinX Analytics COM library to calculate premium and greeks for a barrier option. It is not trivial though.